Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA9UEMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524923973
Last Value
616.9
-14.10 (-2.23%)
As of
CETWeek to Week Change
-1.11%
52 Week Change
33.47%
Year to Date Change
21.83%
Daily Low
616.88
Daily High
626.42
52 Week Low
448.08 — 27 Oct 2023
52 Week High
640.11 — 16 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
Accenture PLC Cl A | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
REGENERON PHARMS. | US |
D.R. Horton Inc. | US |
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Low
High
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